Access Statistics for Charles-Albert LEHALLE

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Corporate Liquidity, Dividend Policy and Default Risk: Optimal Financial Policy and Agency Costs 0 0 0 0 1 1 5 6
Dealing with the Inventory Risk. A solution to the market making problem 0 0 4 84 6 10 56 316
Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis 0 0 16 72 1 6 36 137
General Intensity Shapes in Optimal Liquidation 0 0 1 26 0 0 7 82
How to predict the consequences of a tick value change? Evidence from the Tokyo Stock Exchange pilot program 0 1 2 21 1 5 11 16
Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Process 0 0 2 46 0 3 14 100
Market impacts and the life cycle of investors orders 1 3 4 7 1 5 14 19
Market microstructure: confronting many viewpoints 0 0 0 0 0 1 10 12
OPTIMIZATION AND STATISTICAL METHODS FOR HIGH FREQUENCY FINANCE 0 2 7 7 1 3 16 17
Optimal Portfolio Liquidation with Limit Orders 0 0 1 67 4 7 21 182
Optimal algorithmic trading and market microstructure 3 6 23 204 6 18 71 337
Optimal posting price of limit orders: learning by trading 0 1 3 52 1 2 10 150
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 0 84 0 1 8 162
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 0 34 0 2 6 64
Optimal starting times, stopping times and risk measures for algorithmic trading 0 0 3 59 1 4 27 148
Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall 0 1 5 56 2 4 15 88
Optimal trading algorithms and selfsimilar processes: a p-variation approach 1 1 3 54 1 2 11 127
Realtime market microstructure analysis: online Transaction Cost Analysis 1 3 4 37 2 4 8 63
Simulating and analyzing order book data: The queue-reactive model 0 1 4 28 3 6 13 49
Total Working Papers 6 19 82 938 31 84 359 2,075


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CORPORATE LIQUIDITY, DIVIDEND POLICY AND DEFAULT RISK: OPTIMAL FINANCIAL POLICY AND AGENCY COSTS 0 0 0 81 1 1 20 277
GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION 0 0 0 0 0 0 12 12
Real-time market microstructure analysis: online transaction cost analysis 0 0 1 6 3 5 11 36
Simulating and Analyzing Order Book Data: The Queue-Reactive Model 0 0 1 1 2 3 7 7
Total Journal Articles 0 0 2 88 6 9 50 332


Statistics updated 2016-12-03